Preheat your oven to 180 deg C (350 F) and grease 20 cm x 30 cm (8" x 12") baking dish and set aside.
Prepare the syrup by combining the water, sugar, orange juice and zest in a saucepan over medium-high heat. Allow the syrup to boil vigorously for 5 mins until it reduces slightly. Once cooked set aside and allow to cool completely. (see note 1)
In a separate bowl, tear and shred the phyllo into small pieces till it resembles torn pieces of paper. (see note 2)
In another bowl, combine the eggs, olive oil, sugar, yoghurt, vanilla, orange juice and zest and whisk until smooth. Pour this batter over the torn, dried phyllo pieces and mix well - ensuring the phyllo is mixed well into the batter. Pour into the greased baking dish and bake for 35 mins. (check at 30 mins by inserting a skewer).
Remove the pie from the oven and using a sharp knife, score the pie into desired serving sizes and pour over the cold syrup. Allow cooling completely before serving. (see note 3)